Hidden Regular Variation

Sidney Resnick
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Sidney Resnick: Cornell University, ORIE

Chapter Chapter 3 in The Art of Finding Hidden Risks, 2024, pp 93-120 from Springer

Abstract: Abstract If the distribution of a random element possesses hidden regular variation (HRV), multiple regular variation properties coexist. A choice of forbidden zone and scaling function determine each property.

Date: 2024
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DOI: 10.1007/978-3-031-57599-0_3

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